Quantitative Research - Algorithmic Trading Intern jobs in Arki Finance - Maukerja

***Only students in the final year of studies are eligible

***Full-Time Internship (6 Months)

About Arki Finance

Arki Finance is a Singapore-based investment management and wealth technology firm focused on building a more intelligent, disciplined and systematic approach to investing. We combine investment expertise, quantitative research and technology to develop investment solutions that are rigorous, scalable and grounded in real-world market behaviour.

As we expand our quantitative investment capabilities, we are looking for a talented and intellectually curious individual to join our quantitative research team.

About the Role

We are seeking a Quantitative Research & Algorithmic Trading Intern to work directly with our Head of Quantitative Research on the research, development and implementation of systematic investment and algorithmic execution strategies.

This is a hands-on role offering exposure to the full quantitative investment lifecycle — from generating investment hypotheses and developing trading signals to backtesting, portfolio construction, risk management and trade execution.

The ideal candidate is passionate about financial markets, possesses strong programming and analytical skills, and enjoys solving complex problems through data and experimentation.

Key Responsibilities

1. Quantitative Strategy Research & Development

• Research and develop systematic investment and trading strategies across equities, ETFs, futures and other liquid financial instruments.
• Explore quantitative approaches including trend-following, momentum, mean reversion and statistical trading strategies.
• Develop trading signals and mathematical models using historical and real-time market data.
• Design and conduct robust backtesting, walk-forward analysis and out-of-sample validation.
• Evaluate strategy performance through risk-adjusted returns, drawdowns, volatility, skewness and other relevant metrics.
• Investigate strategy robustness across different market regimes.

2. Algorithmic Trading & Execution Research

• Research and develop algorithmic trading execution strategies to improve trading efficiency and reduce implementation costs.
• Study execution techniques including VWAP, TWAP, participation-based and other adaptive execution algorithms.
• Analyse market microstructure, liquidity, bid-ask spreads, slippage and transaction costs.
• Develop execution simulations and quantitative models to evaluate execution quality.
• Assist in prototyping automated execution systems and trading workflows.
• Support paper trading, execution monitoring and performance evaluation.

3. Quantitative Programming & Infrastructure

• Develop Python-based tools for quantitative research, data analysis and strategy backtesting.
• Build and maintain efficient research workflows and financial market data pipelines.
• Process, clean and analyse large datasets to identify patterns and statistical relationships.
• Contribute to the development of reusable research libraries, testing frameworks and analytical dashboards.
• Maintain clear technical documentation and version-controlled research code.

4. Portfolio Construction & Risk Management

• Research position-sizing methodologies, volatility targeting and portfolio optimization techniques.
• Analyse correlations, factor exposures and diversification across systematic strategies.
• Evaluate strategy performance under different market conditions and stress scenarios.
• Assist in developing risk controls and monitoring frameworks for systematic investment strategies.

Requirements

• Currently pursuing or recently completed a Bachelor’s or Master’s degree in Computer Science, Mathematics, Statistics, Quantitative Finance, Engineering, Physics or a related discipline.
• Strong programming proficiency in Python, including familiarity with libraries such as pandas, NumPy and SciPy.
• Solid foundation in probability, statistics, linear algebra and data analysis.
• Strong analytical and problem-solving abilities with attention to detail.
• Ability to conduct independent research, test hypotheses and communicate findings clearly.
• Genuine interest in quantitative investing, financial markets and algorithmic trading.
• Comfortable working in a collaborative, fast-paced environment.
• Available for a full-time internship of approximately six months.

Preferred Qualifications

• Experience developing or backtesting quantitative trading strategies.
• Knowledge of financial markets, derivatives, time-series analysis or market microstructure.
• Familiarity with machine learning, statistical modelling or optimization.
• Experience with SQL, Git, C++ or financial market APIs.
• Exposure to algorithmic trading platforms, broker APIs or quantitative research frameworks.
• Demonstrated personal projects, GitHub repositories, research papers or participation in quantitative trading competitions.

Prior experience in the financial industry is not essential. We place greater emphasis on technical competence, intellectual curiosity and the ability to learn and solve problems independently.

What We Offer

• Direct mentorship: Work closely with our Head of Quantitative Research on real investment research challenges.
• Meaningful ownership: Contribute to research projects and develop models, tools and prototypes with practical applications.
• End-to-end exposure: Understand how quantitative investment ideas progress from research and validation to implementation and execution.
• Technical development: Gain practical experience in systematic trading, financial modelling, backtesting and quantitative engineering.
• Entrepreneurial environment: Join a growing investment management firm where curiosity, innovation and independent thinking are encouraged.
• Career development: Opportunity to be considered for future full-time roles based on performance and business needs.

Who We’re Looking For

• We are particularly interested in individuals who enjoy building things, questioning assumptions and using data to solve difficult problems.
• You do not need to be an experienced trader. We are looking for someone who can think rigorously, write good code, challenge their own research findings and demonstrate the persistence required to solve complex quantitative problems.

At Arki, we value intellectual honesty, disciplined experimentation and the ability to turn ideas into robust, practical solutions.